+442.4%
FLEX vs PRU
+47.2%
+395.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.1% |
| 7D | -0.9% | +1.9% | -2.8% | -2.0% |
| 30D | -10.1% | +2.7% | -12.9% | -11.5% |
| 3M | -31.3% | +19.5% | -50.8% | -38.7% |
| 6M | +71.3% | +26.6% | +44.6% | +46.9% |
| YTD | +81.2% | +12.3% | +68.9% | +67.2% |
| 1Y | +98.5% | +18.0% | +80.4% | +76.9% |
| All | +442.4% | +47.2% | +395.3% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling